Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 0.321704 0.352081 0.385366 0.424787 0.470518 0.522293 0.585913
2025-11-02 0.275310 0.312593 0.355819 0.410330 0.478257 0.561539 0.673723
2025-11-09 0.241865 0.281716 0.329801 0.393286 0.476808 0.585896 0.744579
2025-11-16 0.223459 0.266044 0.319242 0.392419 0.493640 0.634103 0.854835
2025-11-23 0.213486 0.259370 0.318581 0.403298 0.526433 0.708256 1.018775
2025-11-30 0.201783 0.249080 0.311704 0.404211 0.544334 0.762629 1.164583
2025-12-07 0.190692 0.238511 0.303204 0.401398 0.555584 0.807626 1.305684
2025-12-14 0.180401 0.228158 0.293959 0.396205 0.561911 0.844824 1.442333
2025-12-21 0.170347 0.217401 0.283213 0.387487 0.561060 0.868776 1.558714
2025-12-28 0.165777 0.214006 0.282764 0.394479 0.587102 0.946394 1.822785
2026-01-04 0.162708 0.212491 0.284859 0.405541 0.621505 1.047280 2.191478
2026-01-11 0.156104 0.205397 0.277963 0.401066 0.626922 1.089515 2.422919
2026-01-18 0.151103 0.200561 0.274457 0.402392 0.644274 1.163623 2.803046
2026-01-25 0.143522 0.191472 0.263742 0.390376 0.634164 1.172990 2.976055
2026-02-01 0.135816 0.181856 0.251682 0.375108 0.615877 1.159594 3.062019
2026-02-08 0.131806 0.177684 0.248080 0.374559 0.627518 1.222899 3.500712
2026-02-15 0.130285 0.177232 0.250405 0.384827 0.663133 1.358003 4.404060
2026-02-22 0.127040 0.173925 0.247815 0.385734 0.678572 1.442876 5.182613
2026-03-01 0.123362 0.169768 0.243568 0.383136 0.685773 1.506150 5.941842
2026-03-08 0.119517 0.165188 0.238370 0.378300 0.687198 1.552521 6.680352
2026-03-15 0.115324 0.159898 0.231717 0.370163 0.679881 1.569366 7.238660
2026-03-22 0.113875 0.158959 0.232471 0.376696 0.708899 1.717735 9.382710
2026-03-29 0.113095 0.159062 0.235014 0.387021 0.749099 1.924299 13.230161